+273.1%
TSM vs IONS
+47.7%
+225.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | +2.7% | -4.8% | +7.6% | +3.5% |
| 30D | +3.6% | +7.2% | -3.6% | +2.3% |
| 3M | -3.4% | -22.7% | +19.3% | -0.4% |
| 6M | +20.6% | -26.9% | +47.5% | +25.5% |
| YTD | +41.9% | -26.6% | +68.4% | +47.3% |
| 1Y | +84.4% | -2.1% | +86.5% | +81.6% |
| 3Y | +380.2% | +43.4% | +336.8% | +321.0% |
| All | +273.1% | +47.7% | +225.4% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling